I've grown the kind you get from the grocery store, the green and gold varieties. They are easy to grow but I gave all of them away after the first year since they aren't cold hardy and have no idea how they did afterwards. I don't know if the cold hardy varieties are as easy to grow from seed or if they need a chilling period. You need both male and female plants for fruit production.

I just cleaned the pulp from the seeds and pressed them into moist potting mix. I covered the pot and kept it warm. The seeds germinated fairly quickly. I transplanted to individual pots when they had a couple sets of true leaves.